+67.8%
IVV vs STLD
+268.5%
-200.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.6% | +3.2% | -2.7% |
| 7D | -4.8% | -12.5% | +7.7% | -1.9% |
| 30D | -5.9% | -6.8% | +0.9% | -4.5% |
| 3M | -4.5% | -16.4% | +11.8% | -0.9% |
| 6M | +1.8% | -6.1% | +8.0% | +2.3% |
| YTD | +8.4% | +32.0% | -23.6% | -0.3% |
| 1Y | +9.4% | +45.5% | -36.1% | -1.9% |
| 3Y | +75.3% | +106.5% | -31.2% | +40.9% |
| 5Y | +67.8% | +267.2% | -199.4% | +12.7% |
| All | +67.8% | +268.5% | -200.7% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling